A Filtered-Davidson Method for Large Symmetric Eigenvalue Problems

DOI10.4208/eajam.160816.131016azbMath1373.15018OpenAlexW2583447750MaRDI QIDQ5372084

Cun-Qiang Miao

Publication date: 24 October 2017

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/eajam.160816.131016a

zbMATH Keywords

Chebyshev polynomialsKrylov subspacefiltering techniqueDavidson-type methodsymmetric eigenproblem

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Eigenvalues, singular values, and eigenvectors (15A18) Numerical methods for eigenvalue problems for boundary value problems involving PDEs (65N25) Eigenvalues, estimation of eigenvalues, upper and lower bounds of ordinary differential operators (34L15)

Related Items (7)

On convergence of MRQI and IMRQI methods for Hermitian eigenvalue problems ⋮ A distributed block Chebyshev-Davidson algorithm for parallel spectral clustering ⋮ On multistep Rayleigh quotient iterations for Hermitian eigenvalue problems ⋮ On relaxed filtered Krylov subspace method for non-symmetric eigenvalue problems ⋮ Computing eigenpairs of Hermitian matrices in augmented Krylov subspace produced by Rayleigh quotient iterations ⋮ Rayleigh quotient minimization method for symmetric eigenvalue problems ⋮ Filtered Krylov-like sequence method for symmetric eigenvalue problems

Uses Software

• eigs
• JDQZ
• IRAM
• lobpcg.m

Cites Work

• Unnamed Item
• Unnamed Item
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• Implicit Application of Polynomial Filters in a k-Step Arnoldi Method
• Convergence Analysis of Inexact Rayleigh Quotient Iteration
• A Jacobi–Davidson Iteration Method for Linear Eigenvalue Problems
• The convergence of Jacobi–Davidson iterations for Hermitian eigenproblems
• Sharp Convergence Estimates for the Preconditioned Steepest Descent Method for Hermitian Eigenvalue Problems

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